Fix OO trade records: include Put PnL and show dual-leg detail clearly.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/api/trades.py

@@ -16,35 +16,62 @@ def _row(r: Any) -> dict:
     return dict(r)
 
 
+def _is_oo_group(g: dict) -> bool:
+    return (
+        str(g.get("hedge_mode") or "") == "option_option"
+        or bool(g.get("option2_inst_id"))
+        or str(g.get("bias") or "") == "option_option"
+    )
+
+
+def _infer_settle_index(g: dict, fills: list) -> float | None:
+    settle_index = g.get("settle_index_px")
+    if settle_index is not None:
+        try:
+            v = float(settle_index)
+            if v > 0:
+                return v
+        except (TypeError, ValueError):
+            pass
+    strike = g.get("strike")
+    side = str(g.get("option_side") or "").lower()
+    if strike is None:
+        return None
+    for raw in fills:
+        f = dict(raw) if not isinstance(raw, dict) else raw
+        if str(f.get("leg")) != "option" or str(f.get("action")) != "close":
+            continue
+        if abs(float(f.get("slip") or 0)) > 1e-12:
+            continue
+        px = float(f.get("fill_px") or 0)
+        k = float(strike)
+        if side in ("call", "c"):
+            return k + px
+        if side in ("put", "p"):
+            return k - px
+        break
+    return None
+
+
+def _intrinsic(side: str, settle_index: float, strike: float) -> float:
+    s = str(side or "").lower()
+    if s in ("call", "c"):
+        return max(settle_index - strike, 0.0)
+    if s in ("put", "p"):
+        return max(strike - settle_index, 0.0)
+    return 0.0
+
+
 def _expiry_settle_info(g: dict, fills: list) -> dict | None:
     """到期结算口径：期权价 = 内在价值（指数 vs 行权价），非盘口。"""
     if str(g.get("close_reason") or "") != "expiry":
         return None
+    settle_index = _infer_settle_index(g, fills)
     strike = g.get("strike")
     side = str(g.get("option_side") or "").lower()
-    settle_index = g.get("settle_index_px")
-    if settle_index is None and strike is not None:
-        for raw in fills:
-            f = dict(raw) if not isinstance(raw, dict) else raw
-            if str(f.get("leg")) != "option" or str(f.get("action")) != "close":
-                continue
-            if abs(float(f.get("slip") or 0)) > 1e-12:
-                continue
-            px = float(f.get("fill_px") or 0)
-            k = float(strike)
-            if side in ("call", "c"):
-                settle_index = k + px
-            elif side in ("put", "p"):
-                settle_index = k - px
-            break
     intrinsic = None
     if settle_index is not None and strike is not None:
-        s = float(settle_index)
-        k = float(strike)
-        if side in ("call", "c"):
-            intrinsic = max(s - k, 0.0)
-        elif side in ("put", "p"):
-            intrinsic = max(k - s, 0.0)
+        intrinsic = _intrinsic(side, float(settle_index), float(strike))
     formula = (
         "Call: max(指数−行权价, 0)"
         if side in ("call", "c")
@@ -52,13 +79,36 @@ def _expiry_settle_info(g: dict, fills: list) -> dict | None:
         if side in ("put", "p")
         else ""
     )
-    return {
+    is_oo = _is_oo_group(g)
+    out: dict[str, Any] = {
         "settle_index_px": float(settle_index) if settle_index is not None else None,
         "strike": float(strike) if strike is not None else None,
         "intrinsic": intrinsic,
         "formula": formula,
-        "perp_note": "永续仍按市价平仓（非指数交割）",
+        "perp_note": (
+            "期期无永续腿；两腿均按内在价值结算"
+            if is_oo
+            else "永续仍按市价平仓（非指数交割）"
+        ),
+        "is_oo": is_oo,
     }
+    if is_oo:
+        strike2 = g.get("strike2")
+        side2 = str(g.get("option2_side") or "put").lower()
+        intrinsic2 = None
+        if settle_index is not None and strike2 is not None:
+            intrinsic2 = _intrinsic(side2, float(settle_index), float(strike2))
+        out["strike2"] = float(strike2) if strike2 is not None else None
+        out["intrinsic2"] = intrinsic2
+        out["formula2"] = (
+            "Put: max(行权价−指数, 0)"
+            if side2 in ("put", "p")
+            else "Call: max(指数−行权价, 0)"
+            if side2 in ("call", "c")
+            else ""
+        )
+        out["option2_side"] = side2
+    return out
 
 
 def _close_index_px(g: dict, fills: list) -> float | None:
@@ -101,10 +151,10 @@ def _move_points(g: dict, fills: list) -> float | None:
     return round(float(close_px) - e, 2)
 
 
-def _option_entry_px(fills: list) -> float | None:
+def _option_entry_px(fills: list, *, leg: str = "option") -> float | None:
     for row in fills:
         f = dict(row) if not isinstance(row, dict) else row
-        if str(f.get("leg") or "") != "option" or str(f.get("action") or "") != "open":
+        if str(f.get("leg") or "") != leg or str(f.get("action") or "") != "open":
             continue
         try:
             v = float(f.get("fill_px") or 0)
@@ -116,7 +166,9 @@ def _option_entry_px(fills: list) -> float | None:
     return None
 
 
-def _option_leverage(g: dict, fills: list) -> float | None:
+def _option_leverage_for_leg(
+    g: dict, fills: list, *, leg: str = "option"
+) -> float | None:
     """开仓期权杠杆 = 开仓指数 ÷ 期权开仓均价（与选约门限口径一致）。"""
     from ..strategy.selection import option_leverage
 
@@ -124,7 +176,7 @@ def _option_leverage(g: dict, fills: list) -> float | None:
         entry = float(g.get("entry_index_px") or 0)
     except (TypeError, ValueError):
         return None
-    opt_px = _option_entry_px(fills)
+    opt_px = _option_entry_px(fills, leg=leg)
     if entry <= 0 or opt_px is None:
         return None
     lev = option_leverage(entry, opt_px)
@@ -132,6 +184,8 @@ def _option_leverage(g: dict, fills: list) -> float | None:
 
 
 def _enrich_group(g: dict, fills: list) -> dict:
+    is_oo = _is_oo_group(g)
+    g["is_oo"] = is_oo
     summary = summarize_fills_pnl(fills)
     # LIVE：优先 groups.realized_pnl（已按交易所回写，含资金费）
     if str(g.get("exec_mode") or "").upper() == "LIVE" and g.get("realized_pnl") is not None:
@@ -140,11 +194,26 @@ def _enrich_group(g: dict, fills: list) -> dict:
         if g.get("funding_usdt") is not None:
             summary["funding_usdt"] = float(g["funding_usdt"])
         summary["pnl_source"] = "live_exchange"
+    # 期期 SIM：若成交汇总缺腿但组上已有 realized_pnl，用组值兜底
+    elif (
+        is_oo
+        and g.get("realized_pnl") is not None
+        and (
+            summary.get("option_pnl") is None
+            or summary.get("option2_pnl") is None
+        )
+    ):
+        summary = dict(summary)
+        summary["net_pnl"] = float(g["realized_pnl"])
+        summary["pnl_source"] = "group_realized"
     g["pnl_summary"] = summary
     if summary.get("net_pnl") is not None:
         g["net_pnl"] = summary["net_pnl"]
     elif g.get("realized_pnl") is not None:
         g["net_pnl"] = float(g["realized_pnl"])
+    prem1 = float(g.get("initial_premium") or 0)
+    prem2 = float(g.get("initial_premium2") or 0) if is_oo else 0.0
+    g["total_initial_premium"] = prem1 + prem2 if is_oo else prem1
     g.update(hold_timing(g, fills))
     info = _expiry_settle_info(g, fills)
     if info:
@@ -154,7 +223,9 @@ def _enrich_group(g: dict, fills: list) -> dict:
     mp = _move_points(g, fills)
     g["move_points"] = mp
     g["close_index_px"] = _close_index_px(g, fills)
-    g["option_leverage"] = _option_leverage(g, fills)
+    g["option_leverage"] = _option_leverage_for_leg(g, fills, leg="option")
+    if is_oo:
+        g["option2_leverage"] = _option_leverage_for_leg(g, fills, leg="option2")
     return g